-74.9%
HTZ vs LTH
+270.5%
-345.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.3% | +2.9% | +6.9% |
| 7D | +18.9% | +9.9% | +9.1% | +15.1% |
| 30D | +26.3% | +18.3% | +8.0% | +18.9% |
| 3M | +49.7% | +5.9% | +43.7% | +45.7% |
| 6M | -61.1% | +80.3% | -141.4% | -70.4% |
| YTD | -56.0% | +78.3% | -134.3% | -66.3% |
| 1Y | -66.4% | +81.0% | -147.4% | -74.4% |
| All | -74.9% | +270.5% | -345.5% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling